+137.2%
SPG vs AVAV
+2.7%
+134.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.6% | -10.6% | +1.5% |
| 7D | +5.1% | +3.2% | +1.9% | +4.9% |
| 30D | +16.8% | -7.4% | +24.2% | +17.0% |
| 3M | +5.7% | -32.0% | +37.7% | +6.9% |
| 6M | +17.8% | -24.6% | +42.4% | +18.3% |
| YTD | +30.1% | -47.5% | +77.6% | +31.8% |
| 1Y | +32.8% | -61.5% | +94.3% | +37.0% |
| 3Y | +137.2% | +5.5% | +131.7% | +118.2% |
| All | +137.2% | +2.7% | +134.5% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling